+23,460.2%
TXN vs ALK
+832.3%
+22,627.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.1% | -0.5% | +4.8% |
| 7D | -2.1% | +8.9% | -11.0% | -4.3% |
| 30D | +4.7% | +5.9% | -1.2% | +2.9% |
| 3M | +3.9% | -16.5% | +20.4% | +8.3% |
| 6M | +3.8% | +2.1% | +1.7% | +1.7% |
| YTD | +74.2% | -17.1% | +91.3% | +78.0% |
| 1Y | +88.2% | -2.9% | +91.1% | +84.2% |
| 3Y | +124.0% | +24.5% | +99.5% | +98.3% |
| 5Y | +78.4% | -29.1% | +107.5% | +79.3% |
| 10Y | +455.6% | -39.1% | +494.7% | +427.6% |
| All | +23,460.2% | +832.3% | +22,627.9% | +7,615.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling